Winding coil using a conical shape for 3D printing
You can avoid using a boolean modifier.

Say your cylinder is made with 32 steps and you want the coil 8 turns (if not the case adjust the values to your need).
Start keeping 1/8 of the cylinder:

Bevel (or not as it depends on the size you want) the center loop:

Adjust the center part to make a crease:

Rip the bottom:

Rotate 1/8 = 45° the bottom part and adjust the other parts:

Add an array modifier based on object offset. This object is an empty placed at the center and rotated 45°. Activate the merge options:

To make the crease round, mark the center part with bevel crease and use a bevel modifier: